motekalou.m

蒙特卡罗算法,本人做毕业设计时用的! 有兴趣的可以交流!

function f = motekalou()
f=zeros(1,5);
s=100;
w=[0.0500    0.2673    0.1863   -0.1517   -0.2424];
h=[0    0.2475    0.1471    0.3793    0.1576];
g=0.2;
for i = 1:50000
    x1 = rand();
    x2 = (1-x1)*rand();
    x3 = (1-x1-x2)*rand();
    x4 = (1-x1-x2-x3)*rand();
    x5 = 1-x1-x2-x3-x4;
    x=[x1 x2 x3 x4 x5];
    st = -(1-g)*dot(w,x)+g*max(x.*h);
    if st<s
        s=st;
        f=x;
    end
end